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Erik3
Calcite | Level 5

Good day,

I am in need of building my ARMA(1,2) model in SAS, specified as:

Xt*(1-8B) = Wt*(1+0.7B+0.6B^2) therefore
Xt = 8*Xt-1 + Wt + 0.7*Wt-1 + 0.6*Wt-2

I have been given observations: 

X1=1.5    X2=0.9     X3=0.5     X4=0.12

I want to calculate the 1 to 3 step ahead forecasts and mean square prediction errors.

Is there a way I can do this in SAS?

ANY help would be appreciated. Thank you!

1 REPLY 1
Ksharp
Super User
Plz post it at Forecasting Forum . it is about SAS/ETS

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